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Symphonies
RSI 2 Portfolio
Today’s Change
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A symphony is an automated trading strategy — Learn more about symphonies here

About

Equal-weight, daily‑tactical portfolio across 7 assets. Buys sharp dips, de‑risks or shorts after spikes using a short‑term “heat” gauge and simple trend filter; otherwise sits in a low‑vol basket or cash. Uses some leveraged/inverse ETFs.
NutHow it works
Your money is split equally into 7 “sleeves”: bitcoin (GBTC), stocks (UPRO), long Treasuries (TMF), gold (GLD), commodities (PDBC), managed futures (DBMF), and short volatility (SVXY). Each sleeve checks trend (price vs recent average) and a 2‑day “heat meter” (very cold = buy, very hot = step aside or short). If no clear signal, it parks in a low‑vol mix of SPY/IEF/TLT/GLD or cash. Reviewed daily.
CheckmarkValue prop
7-sleeve tactical strategy: OOS return ~19.5% vs S&P 17.3%; Sharpe ~1.33 vs ~0.95; max drawdown ~10% vs ~18.8%. Higher risk-adjusted gains and diversified, downside-conscious exposure.

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Invest in this strategy
OOS Start Date
Sep 29, 2024
Trading Setting
Daily
Type
Stocks
Category
Tactical allocation, mean reversion, trend filter, multi-asset, leveraged & inverse etfs, crypto, equities, bonds, gold, commodities, managed futures, volatility
Tickers in this symphonyThis symphony trades 0 assets in total
Ticker
Type

FAQ

A Composer symphony is an automated trading strategy that executes trades based on parameters of your choice. Some symphonies are similar to holding one ETF in normal conditions and rotating to a different ETF when market conditions shift, for example a 5% drop in the S&P 500, while others use complex rules with dozens of triggers. However, complex doesn’t always mean better. A simple, well-structured symphony can be just as effective as an intricate one. Learn more about how symphonies work here.

"RSI 2 Portfolio" is currently performing the same as yesterday today. Performance updates in real time during market hours.

"RSI 2 Portfolio" is currently allocated toUPRO, GBTC, DBMF, SPY, GLD, PDBCandBIL. Holdings automatically adjust as market conditions change based on the strategy's rules.

Year-to-date, "RSI 2 Portfolio" has returned 19.47%. You can adjust the performance chart above to view returns across different time horizons.

The maximum drawdown for "RSI 2 Portfolio" is 10.06%. The maximum drawdown measures the largest peak-to-trough decline. It's an important metric to evaluate risk and the strategy's behavior during market stress.

To invest in "RSI 2 Portfolio", simply click the Invest button on this page. You'll need to open an account with Composer if you don't have one yet, then you can start investing. Composer will automatically execute the trades for you based on the strategy's rules. Composer also supports trading individual stocks, ETFs, crypto, and options.